+136.1%
KLAC vs AS
+134.9%
+1.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.5% |
| 7D | -12.3% | +6.9% | -19.2% | -14.3% |
| 30D | -29.6% | +16.0% | -45.6% | -33.1% |
| 3M | -28.2% | -12.8% | -15.4% | -25.4% |
| 6M | -23.6% | -15.4% | -8.2% | -20.1% |
| YTD | +14.4% | -15.7% | +30.1% | +19.1% |
| 1Y | +15.4% | +6.1% | +9.3% | +11.6% |
| All | +136.1% | +134.9% | +1.2% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling